It might be helpful to tell us what your PID controller is, complete with full part number. I can't tell from that picture what you have. Is it capable of receiving a 0V - 10V signal, or does it have to be 4-20mA? If it can handle both, is 0 - 10V selected in the configuration menus of the controller? Have you set the controller setpoint to be controlled by the analog signal? You should be able to find all of these answers using your manual and by going through the configuration menus on the controller.